Author： Appleby John
Publisher： Taylor & Francis Ltd
ISSN： 0736-2994
Source： Stochastic Analysis and Applications, Vol.24, Iss.4, 2006-01, pp. : 813-826
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
In this note, we address the question of how large a stochastic perturbation an asymptotically stable linear functional differential system can tolerate without losing the property of being pathwise asymptotically stable. In particular, we investigate noise perturbations that are either independent of the state or influenced by the current and past states. For perturbations independent of the state, we prove that the assumed rate of fading for the noise is optimal.
Related content
Integro-differential equations of Volterra type
Bulletin of the Australian Mathematical Society, Vol. 3, Iss. 1, 1970-08 ,pp. :
Access to resources
Recommend
